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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,805,632 Total downloads
Showing Papers 2,401 - 2,450 of 13,819
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Incl. Electronic Paper Accounting for Risk Aversion in Derivatives Purchase Timing
Mathematics & Financial Economics, 2012
Tim Leung and Mike Ludkovski
Columbia University and University of California, Santa Barbara
Date Posted: September 05, 2011
Last Revised: March 05, 2012
Accepted Paper Series
141 downloads

Incl. Electronic Paper Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis
Journal of Financial Stability, Forthcoming
 Martin T. Bohl , Arne Christian Klein and Pierre L. Siklos
University of Muenster , University of Muenster and Wilfrid Laurier University - School of Business & Economics
Date Posted: September 05, 2011
Last Revised: December 01, 2012
Accepted Paper Series
155 downloads

Incl. Electronic Paper Theoretical Role of the Most Recent Prior Period’s Equity Price in Value Relevance Studies
 Samithamby Senthilnathan
Eastern University, Sri Lanka
Date Posted: September 04, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
 Leo Krippner
Reserve Bank of New Zealand
Date Posted: September 03, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Generic Computing Alternatives for Better Greeks
 Cristian Homescu
affiliation not provided to SSRN
Date Posted: September 03, 2011
Last Revised: September 12, 2011
Working Paper Series
545 downloads

Incl. Electronic Paper Extreme Correlation of Stock and Bond Futures Markets: International Evidence
Working paper, July 2011
 Chin Man Chui and Jian Yang
Xiamen University - Institute for Financial and Accounting Studies and University of Colorado Denver - The Business School
Date Posted: September 02, 2011
Last Revised: September 26, 2011
Working Paper Series
142 downloads

Incl. Electronic Paper The Price of Liquidity: The Effects of Market Conditions and Bank Characteristics
ECB Working Paper No. 1376
 Falko Fecht , Kjell G. Nyborg and Jörg Rocholl
Frankfurt School of Finance & Management , University of Zurich - Department of Banking and Finance and ESMT European School of Management and Technology
Date Posted: September 02, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Alpha Representation for Active Portfolio Management and High Frequency Trading in Seemingly Efficient Markets
JSM Proceedings, Business and Economic Statistics Section, pp. 673-687, American Statistical Association, Alexandria, VA, 2011
Date Posted: September 01, 2011
Last Revised: March 29, 2012
Accepted Paper Series
396 downloads

Incl. Electronic Paper Assessing the Emerging Caveats of the New Market Risk Metrics
 Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: September 01, 2011
Last Revised: October 30, 2011
Working Paper Series
132 downloads

Incl. Electronic Paper Asset Pricing Anomalies and Macroeconomic Risk
24th Australasian Finance and Banking Conference 2011 Paper
 Paul Docherty , H. Chan and Stephen Andrew Easton
University of Newcastle (Australia) , University of Melbourne - Department of Finance and University of Newcastle
Date Posted: September 01, 2011
Working Paper Series
139 downloads

Incl. Electronic Paper On Incentives to Stand Out in the Family: Deviation from a Family Portfolio and Mutual Fund Performance
 Mikhail Simutin
University of Toronto - Rotman School of Management
Date Posted: September 01, 2011
Last Revised: March 17, 2012
Working Paper Series
164 downloads

Incl. Electronic Paper Understanding the Effect of Advertising on Stock Returns and Firm Value: Theory and Evidence from a Structural Model
 Maria Ana Vitorino
University of Minnesota - Carlson School of Management
Date Posted: August 31, 2011
Last Revised: January 14, 2013
Working Paper Series
406 downloads

Incl. Electronic Paper Gravity and Culture in Foreign Portfolio Investment
 Raj Aggarwal , Colm Kearney and Brian M. Lucey
University of Akron - Department of Finance , Monash University - Faculty of Business and Economics and Trinity College, Dublin - School of Business
Date Posted: August 31, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper Signaling or Wealth Transfer: Evidence from the Response of Corporate Bonds to Payout Changes
 Lucy Zhao
University of Technology, Sydney (UTS)
Date Posted: August 31, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Target-Date Fund Use in 401(k) Plans and the Persistence of Their Use, 2007-2009
EBRI Issue Brief, No. 361, August 2011
 Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: August 31, 2011
Accepted Paper Series
23 downloads

Incl. Electronic Paper Value of Debt Tax Shields in Colombia: An Empirical Study
 Rafael Salas Pérez , Juan Gutiérrez Ruiz and Ignacio Velez-Pareja
Universidad Tecnologica de Bolivar , Universidad Tecnológica de Bolívar and Master Consultores
Date Posted: August 31, 2011
Last Revised: November 09, 2011
Working Paper Series
85 downloads

Incl. Electronic Paper Airline Hedging Using Derivatives
ICFAI Journal of Derivatives Markets, Vol. 1, No. 2, April 2009
 Tumellano Sebehela and Kagiso Madimabe
Sebehela Inc and Bojanala Platinum District Municipality
Date Posted: August 30, 2011
Last Revised: May 14, 2013
Working Paper Series
122 downloads

Incl. Electronic Paper Derivatives Hedging: SASOL (Pty) Ltd. as an Example
ICFAI Journal of Derivatives Markets, Vol. 6, No. 1, January 2009
 Tumellano Sebehela
Sebehela Inc
Date Posted: August 30, 2011
Last Revised: May 14, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Liquidity Measures, Liquidity Drivers and Expected Returns on an Early Call Auction Market
MPI Collective Goods Preprint, No. 2011/19
 Carsten Burhop and Sergey Gelman
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods and National Research University Higher School of Economics
Date Posted: August 30, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Momentum
 Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Date Posted: August 30, 2011
Working Paper Series
1436 downloads

Incl. Electronic Paper Regime Changes and Financial Markets
Netspar Discussion Paper No. 06/2011-068
 Andrew Ang and Allan G. Timmermann
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: August 30, 2011
Working Paper Series
306 downloads

Incl. Electronic Paper The Damped Fluctuations as a Base of Market Quotations
Economics and Management, No. 16, p. 1108, 2011
 Magomet Yandiev
Moscow State University - Economic Department
Date Posted: August 30, 2011
Accepted Paper Series
19 downloads

Google Search Volume and its Influence on Liquidity and Returns of German Stocks
Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 239-264, 2011
 Matthias Bank , Martin Larch and Georg Peter
University of Innsbruck , University of Innsbruck and University of Innsbruck
Date Posted: August 29, 2011
Accepted Paper Series

Do Option Open-Interest Changes Foreshadow Future Equity Returns?
Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 265-280, 2011
 Andy Fodor and James S. Doran
Ohio University and Florida State University - Department of Finance
Date Posted: August 29, 2011
Accepted Paper Series

Incl. Electronic Paper New Methodologies in the Valuation of Interest Rate Options
The International Journal of Finance, Vol. 23, No 1, 2011
 Ako Doffou
The Institute of International Studies
Date Posted: August 29, 2011
Accepted Paper Series
72 downloads

Incl. Electronic Paper Rules and Regression Discontinuities in Asset Markets
 Yen-Cheng Chang and Harrison G. Hong
Shanghai Advanced Institute of Finance and Princeton University - Department of Economics
Date Posted: August 29, 2011
Last Revised: August 29, 2012
Working Paper Series
445 downloads

Incl. Electronic Paper Board Structure and Market Decline Liquidity Risk
24th Australasian Finance and Banking Conference 2011 Paper
 Te-Feng Chen , Huimin Chung and Ming-Ying Lin
New York University (NYU) , National Chiao-Tung University - Graduate Institute of Finance and National Chiao Tung University
Date Posted: August 28, 2011
Last Revised: November 23, 2011
Working Paper Series
103 downloads

Dividend Policy, Signaling, and Discounts on Closed-End Funds
Journal of Financial Economics (JFE), Vol. 81, No. 3, 2006
 Shane A. Johnson , Ji-Chai Lin and Kyojik Song
Texas A&M University - Department of Finance , Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Sungkyunkwan University
Date Posted: August 28, 2011
Last Revised: October 18, 2011
Accepted Paper Series

Incl. Electronic Paper Do Local Individual Investors Learn from Foreign Fund Flows?
24th Australasian Finance and Banking Conference 2011 Paper
 Sith Chaisurote and Charles Gaa
University of Oregon and University of Oregon - Lundquist College of Business
Date Posted: August 28, 2011
Last Revised: February 17, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper Liquidity Comovement in the Foreign Exchange Market
 Aditya Kaul and Carmen Stefanescu
University of Alberta - Department of Finance and Statistical Analysis and ESSEC Business School
Date Posted: August 27, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Are Co-Skewness and Co-Kurtosis Factors Priced?
24th Australasian Finance and Banking Conference 2011 Paper
 Richard A. Heaney , Yihui Lan and Sirimon Treepongkaruna
University of Western Australia , University of Western Australia - UWA Business School and University of Western Australia
Date Posted: August 27, 2011
Working Paper Series
181 downloads

Incl. Electronic Paper Black Scholes Pricing and Dynamic Hedging I
 Ilya I. Gikhman
Independent
Date Posted: August 27, 2011
Last Revised: October 10, 2011
Working Paper Series
151 downloads

Incl. Electronic Paper Can US Economic Variables Predict the Chinese Stock Market?
Pacific-Basin Finance Journal, Forthcoming , 24th Australasian Finance and Banking Conference 2011 Paper
 Jeremy Goh , Fuwei Jiang , Jun Tu and Yuchen Wang
Singapore Management University , Singapore Management University - Lee Kong Chian School of Business , Singapore Management University and Singapore Management University
Date Posted: August 27, 2011
Last Revised: November 26, 2012
Accepted Paper Series
80 downloads

Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility
Journal of Banking and Finance, 2012, vol. 36, 105-111
 Ariane Szafarz
Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: August 27, 2011
Last Revised: January 03, 2013
Accepted Paper Series

Incl. Electronic Paper Hedge-Fund Performance and Liquidity Risk
 Ronnie Sadka
Boston College - Carroll School of Management
Date Posted: August 27, 2011
Working Paper Series
715 downloads

Incl. Electronic Paper Manipulation and Information Acquisition
Midwest Finance Association 2012 Annual Meetings Paper
 António M.R.G. Barbosa
Instituto Universitário de Lisboa (ISCTE-IUL)
Date Posted: August 27, 2011
Last Revised: August 31, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Risk and Return in an Equilibrium Apt: Application of a New Test Methodology
Journal of Financial Economics (JFE), Vol. 21, No. 2, 1988
 Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: August 27, 2011
Accepted Paper Series
180 downloads

Incl. Electronic Paper The Pricing of Growth Opportunity and Stock Market Liquidity
24th Australasian Finance and Banking Conference 2011 Paper
 Te-Feng Chen
New York University (NYU)
Date Posted: August 27, 2011
Last Revised: January 20, 2012
Working Paper Series
103 downloads

Incl. Electronic Paper The Size and Book-to-Market Effects Revisited
 Marie Lambert and Georges Hubner
University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: August 27, 2011
Last Revised: November 23, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper A Game of Accounting Numbers in Asset Pricing: Evidence from the Privatization of State-Owned Enterprises
 Charles J. P. Chen , Jun Du and Xijia Su
China Europe International Business School (CEIBS) , Hong Kong Polytechnic University - Faculty of Business and China Europe International Business School (CEIBS)
Date Posted: August 26, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Aggregate Earnings and Market Returns: International Evidence
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Wen He and Maggie Rong Hu
University of New South Wales - Australian School of Business and National University of Singapore - Department of Finance
Date Posted: August 26, 2011
Last Revised: December 31, 2012
Accepted Paper Series
34 downloads

Incl. Electronic Paper Big Earnings, No Income - Some Logical Mistakes in the Income Measurement Theory
 Hak Choi
Chung-Hua Institution for Economic Research
Date Posted: August 26, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market
 Matthew Edgar , Petko S. Kalev , Robert W. Faff and Charly Sujoto
ANZ (Australia and New Zealand) Banking Group, Ltd. , University of South Australia - Centre for Applied Financial Studies , University of Queensland and ANZ (Australia and New Zealand) Banking Group, Ltd.
Date Posted: August 26, 2011
Working Paper Series
71 downloads

Incl. Electronic Paper Is Wine a Premier CRU Investment?
Midwest Finance Association 2012 Annual Meetings Paper
 Brian M. Lucey and Liam Devine
Trinity College, Dublin - School of Business and University of Dublin - School of Business Studies
Date Posted: August 26, 2011
Last Revised: September 01, 2011
Working Paper Series
170 downloads

Incl. Electronic Paper Optimal Capital Structure of Banks with Contingent Capital: A Structural Model
24th Australasian Finance and Banking Conference 2011 Paper
 Christine Maati-Sauvez and Jerome MAATI
University of Lille North of France - Institute of Business Administration and University of Lille North of France - Lille Institute of Business Administration
Date Posted: August 26, 2011
Working Paper Series
200 downloads

Incl. Electronic Paper Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis
Journal of Financial Economics (JFE), Vol. 15, No. 3, 1986
 Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: August 26, 2011
Accepted Paper Series
239 downloads

Incl. Electronic Paper Predictability of Implied Volatility: Evidence from the Over-the-counter Currency Option Markets
 Alfred H.S. Wong , Richard A. Heaney and Amalia Di Iorio
Charles Sturt University , University of Western Australia and School of Economics, Finance and Marketing, RMIT University
Date Posted: August 26, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Risk-Return Trade-Off in Dhaka Stock Exchange, Bangladesh: An Emerging Market Evidence
 A. T. Mollik and Md. Khokan Bepari
Faculty of Business & Government, UC and Central Queensland University, School of Commerce and Law
Date Posted: August 26, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Stock Markets, Banks and Economic Growth: Some Evidence on the Role of Stock Price Informativeness
24th Australasian Finance and Banking Conference 2011 Paper
 Fang-Chin Cheng and Ferdinand A. Gul
University of New South Wales and Monash University
Date Posted: August 26, 2011
Last Revised: November 02, 2011
Working Paper Series
107 downloads

Incl. Electronic Paper Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price
24th Australasian Finance and Banking Conference 2011 Paper
 Eric C. Chang , Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business , University of Hong Kong - School of Business and University of Macau - Faculty of Business Administration
Date Posted: August 25, 2011
Last Revised: February 18, 2013
Accepted Paper Series
82 downloads


 

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